Evaluate2e and EvaluateEx2e calculate the discrepancy function and its first derivatives.
Evaluate2e calculates second derivatives (twice the observed Fisher information matrix, in the case of maximum likelihood estimation) while EvaluateEx2e calculates twice the inverse of the matrix of second derivatives.
EvaluateEx2e has the additional side effect of calculating derived estimates (implied moments, indirect effects, factor score weights, and so forth), which can subsequently be retrieved using GetEstimates or GetEstimatesEx.
Syntax
object.Evaluate2e (ind, f, g, h)
object.EvaluateEx2e (ind, f, g, v)
The Evaluate2e and EvaluateEx2e method syntaxes have the following parts:
Part |
Description |
object |
An object of type AmosEngine. |
ind |
A variable of type Integer. On return, ind=0 if the discrepancy function is defined at the current parameter values. ind<>0 if the discrepancy function is undefined. |
f |
A variable of type Double. On return, if ind=0, f is the value of the discrepancy function evaluated at the current parameter values. |
g |
An array of type double. On return, if ind=0, g is a one-dimensional array containing the first derivatives of the discrepancy function evaluated at the current parameter values. |
h |
An array of type double. On return, if ind=0, h is a one-dimensional array containing second derivatives of the discrepancy function evaluated at the current parameter values. |
v |
An array of type double. On return, if ind=0, v is a one-dimensional array containing twice the inverse of the second derivatives, provided that the inverse was successfully calculated. Use WasInverted after EvaluateEx2e to learn whether the inverse was successfully calculated. |
Placement: [3].
Remarks
Evaluate2e and EvaluateEx2e evaluate the discrepancy function and derivatives at the current parameter values, which can be retrieved using ParameterValue or ParameterVector, and which can be set using PutParameterValue or PutParameterVector.